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Is the Derivatives Business Too Big?

White, A.

The journal of derivatives. VOL 20; NUMB 1, ; 2012, 11-13 -- INSTITUTIONAL INVESTOR INC. Part 1; (pages 11-13) -- 2012

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Ratings Arbitrage and Structured Products

Hull, J.; White, A.

The journal of derivatives. VOL 20; NUMB 1, ; 2012, 80-86 -- INSTITUTIONAL INVESTOR INC. Part 1; (pages 80-86) -- 2012

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The Valuation of Credit Default Swap Options

Hull, J. White, A.

The journal of derivatives. VOL 10; PART 3, ; 2003, 40-50 -- INSTITUTIONAL INVESTOR INC. (pages 40-50) -- 2003

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Value At Risk When Daily Changes in Market Variables Are Not Normally Distributed

Hull, J.; White, A.

The journal of derivatives. VOL 5; NUMBER 3, ; 1998, 9-19 -- INSTITUTIONAL INVESTOR INC. Part: Part 3; (pages 9-19) -- 1998

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Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation

Hull, J.; White, A.

The journal of derivatives. VOL 12; NUMB 2, ; 2004, 8-23 -- INSTITUTIONAL INVESTOR INC. (pages 8-23) -- 2004

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Valuing Credit Default Swaps II: Modeling Default Correlations

Hull, J. White, A.

The journal of derivatives. VOL 8; PART 3, ; 2001, 12-22 -- INSTITUTIONAL INVESTOR INC. (pages 12-22) -- 2001

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Dynamic Models of Portfolio Credit Risk: A Simplified Approach

Hull, J.; White, A.

The journal of derivatives. VOL 15; NUMB 4, ; 2008, 9-28 -- INSTITUTIONAL INVESTOR INC. (pages 9-28) -- 2008

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The Valuation of Market-Leveraged Stock Units

Hull, J.; White, A.

The journal of derivatives. VOL 21; NUMB 3, ; 2014, 85-90 -- INSTITUTIONAL INVESTOR INC. Part 3; (pages 85-90) -- 2014

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Valuing Credit Default Swaps I: No Counterparty Default Risk

Hull, J. C.; White, A.

The journal of derivatives. VOL 8; PART 1, ; 2000, 29-40 -- INSTITUTIONAL INVESTOR INC. (pages 29-40) -- 2000

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Valuing Credit Derivatives Using an Implied Copula Approach

Hull, J. C.; White, A. D.

The journal of derivatives. VOL 14; NUMB 2, ; 2006, 8-28 -- INSTITUTIONAL INVESTOR INC. (pages 8-28) -- 2006

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